+1,129.1%
DIA vs MCHP
+4,014.3%
-2,885.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -0.8% |
| 7D | -0.2% | +1.7% | -1.9% | -0.6% |
| 30D | -1.5% | -4.1% | +2.6% | -1.0% |
| 3M | +3.8% | -22.5% | +26.3% | +8.4% |
| 6M | +10.3% | +7.3% | +3.0% | +6.8% |
| YTD | +12.1% | +18.4% | -6.3% | +5.9% |
| 1Y | +18.6% | +18.1% | +0.5% | +11.5% |
| 3Y | +60.6% | -2.8% | +63.4% | +50.9% |
| 5Y | +64.4% | +5.5% | +58.9% | +48.0% |
| 10Y | +250.1% | +185.8% | +64.3% | +145.6% |
| All | +1,129.1% | +4,014.3% | -2,885.2% | +383.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MCHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling